I tried downloading Scilab and it runs fine on my Catalina, where I've done the steps below to get another Java application to run.
Download and install a recent version of the Oracle JDK, like Java SE 13 from https://www.oracle.com/java/technologies/javase-downloads.html#JDK13
Then open Terminal (it's in Applications/Utilities) and write
and press Enter. This changes the working directory to where the Java Virtual Machines are installed. Then do
to get a list of the installed versions. Enter the Contents directory of the one you're using by writing something like
Replace the version numbers if you have a different Java version installed.
Open Info.plist in any text editor (if you want to do that from Finder instead of Terminal, write
open . to open the current folder) and search for these lines:
Replace those with these lines
and save the file. Then try opening Scilab again.